+347.3%
EDUC vs SPY
+3,074.3%
-2,726.9%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -0.7% | +0.5% | -1.3% | -0.9% |
| 30D | -3.6% | -0.9% | -2.7% | -3.4% |
| 3M | -1.5% | +3.9% | -5.4% | -2.5% |
| 6M | +0.8% | +14.5% | -13.8% | -2.9% |
| YTD | +1.5% | +12.9% | -11.4% | -1.7% |
| 1Y | +20.7% | +19.4% | +1.4% | +15.3% |
| 3Y | -6.9% | +78.5% | -85.4% | -20.7% |
| 5Y | -87.1% | +81.8% | -168.9% | -89.1% |
| 10Y | -76.0% | +311.5% | -387.5% | -83.1% |
| All | +347.3% | +3,074.3% | -2,726.9% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling